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  • Search: subject:"Stochastic optimal growth"
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Year of publication
Subject
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stochastic optimal growth 4 bounded rationality 2 deep reinforcement learning 2 expectation formation 2 exploration 2 Begrenzte Rationalität 1 Bellman functional equation 1 Bounded rationality 1 Erwartungsbildung 1 Expectation formation 1 Learning 1 Learning process 1 Lernen 1 Lernprozess 1 Optimal growth 1 Optimales Wachstum 1 Stochastic dynamic programming 1 Stochastic optimal growth 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 contraction mapping 1 numerical method 1 stochastic fixed point 1 subjective valuation 1 value function 1
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Online availability
All
Free 5
Type of publication
All
Book / Working Paper 5
Type of publication (narrower categories)
All
Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
All
Undetermined 3 English 2
Author
All
Pampel, Thorsten 2 Matkowski, Janusz 1 Nowak, Andrzej S. 1 Shi, Rui 1 Shi, Rui (Aruhan) 1
Institution
All
Society for Computational Economics - SCE 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
All
Computing in Economics and Finance 2002 2 CESifo Working Paper 1 CESifo working papers 1 MPRA Paper 1
Source
All
RePEc 3 ECONIS (ZBW) 1 EconStor 1
Showing 1 - 5 of 5
Cover Image
Learning from Zero: How to Make Consumption-Saving Decisions in a Stochastic Environment with an AI Algorithm
Shi, Rui (Aruhan) - 2021
This exercise offers an innovative learning mechanism to model economic agent's decision-making process using a deep reinforcement learning algorithm. In particular, this AI agent is born in an economic environment with no information on the underlying economic structure and its own preference....
Persistent link: https://www.econbiz.de/10012657961
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Learning from zero : how to make consumption-saving decisions in a stochastic environment with an AI algorithm
Shi, Rui - 2021 - This draft: August 16, 2021
This exercise offers an innovative learning mechanism to model economic agent's decision-making process using a deep reinforcement learning algorithm. In particular, this AI agent is born in an economic environment with no information on the underlying economic structure and its own preference....
Persistent link: https://www.econbiz.de/10012603191
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On Discounted Dynamic Programming with Unbounded Returns
Matkowski, Janusz; Nowak, Andrzej S. - Volkswirtschaftliche Fakultät, … - 2008
are applied to the theory of stochastic optimal growth. Also a discussion of some subtle issues concerning k-local and …
Persistent link: https://www.econbiz.de/10005786929
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Cover Image
Intertemporal valuation and decissionin stochastic optimal growth models
Pampel, Thorsten - Society for Computational Economics - SCE - 2002
Persistent link: https://www.econbiz.de/10005706589
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Computation of the value function indiscrete stochastic optimal growth models
Pampel, Thorsten - Society for Computational Economics - SCE - 2002
Persistent link: https://www.econbiz.de/10005345447
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